Anic Equity¶

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Total return since start: 0.566 %¶

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Equity now: -----------------------------> 47835.91 Kr¶

Max Equity ever reached: ------------> 48629.89 Kr¶

Portfolio value: --------------------------> 46441.02 Kr¶

PnL: ---------------------------------------> -447.55 Kr¶

DD now: ---------------------------------> -1.633 %¶

Max portfolio DD since start: ----> -13.025 %¶

Updated:¶

'2023-01-17 16:22:40.466321'

Anic Portfolio¶

Today¶

Return: -0.413 %¶

This Week¶

Return: 0.636 %¶

Total¶

Return: 56.602 %¶

Benchmark comparison TODAY¶

Benchmark comparison¶

OMXS30
DJUS
NDX
DAX
W1IDU

Excess return¶

OMXS30
DJUS
NDX
DAX

Anic Portfolio Holdings¶

  volume changePercent value profit profitPercent acquiredValue
name            
HEBA B 70 -1.440000 2870.000000 234.000000 8.880000 2636.000010
Beijer Electronics Group 26 -0.660000 3135.600000 164.600000 5.540000 2971.000006
Corem Property Group B 59 -3.780000 660.800000 83.800000 14.520000 576.999999
Samhällsbyggnadsbo. i Norden B 20 -4.660000 437.400000 82.400000 23.210000 355.000000
Boozt 12 1.630000 1722.000000 68.000000 4.110000 1653.999996
HMS Networks 2 0.220000 718.800000 45.800000 6.810000 673.000000
OEM International B 7 1.400000 556.500000 28.500000 5.400000 527.999997
Intrum 4 0.550000 548.800000 21.800000 4.140000 527.000000
MedCap 2 0.000000 440.000000 19.000000 4.510000 421.000000
Essity A 4 0.340000 1168.000000 19.000000 1.650000 1149.000000
Karnov Group 9 0.160000 552.600000 16.600000 3.100000 536.000004
Coor Service Management Hold. 8 -0.510000 546.800000 14.800000 2.780000 532.000000
Samhällsbyggnadsbo. i Norden D 12 -4.270000 258.480000 12.480000 5.070000 246.000000
Eastnine 4 -0.470000 503.200000 12.200000 2.480000 491.000000
SAAB B 8 1.730000 3388.800000 11.800000 0.350000 3377.000000
Essity B 2 0.140000 583.600000 9.600000 1.670000 574.000000
Norva24 Group 16 -0.810000 549.440000 6.440000 1.190000 543.000000
AcadeMedia 12 -0.550000 560.880000 3.880000 0.700000 557.000004
FM Mattsson Mora Group B 50 -1.350000 2930.000000 3.000000 0.100000 2927.000000
Fastighetsbolag. Emilshus Pref 21 -2.890000 564.900000 2.900000 0.520000 562.000005
Midsona B 63 -3.830000 585.900000 2.900000 0.500000 582.999984
Resurs Holding 22 -1.540000 576.840000 2.840000 0.490000 573.999998
Creaspac SPAC 6 -0.100000 577.800000 0.800000 0.140000 577.000002
Securitas B 6 0.110000 570.720000 0.720000 0.130000 570.000000
CTEK 13 -1.870000 531.440000 -2.560000 -0.480000 533.999999
Handelsbanken A 5 -1.320000 542.250000 -3.750000 -0.690000 546.000000
Swedbank A 3 -0.770000 559.500000 -4.500000 -0.800000 564.000000
Nordea Bank Abp 29 -0.590000 3448.100000 -5.900000 -0.170000 3453.999992
International Petroleum Corp. 5 1.590000 543.500000 -51.070000 -8.590000 594.565215
Vivesto 1368 1.590000 558.690000 -54.310000 -8.860000 612.999432
Sampo Oyj SDB 7 -0.280000 3783.500000 -66.500000 -1.730000 3850.000000
OX2 18 0.120000 1504.800000 -159.200000 -9.570000 1663.999992
Axfood 13 0.400000 3594.500000 -161.500000 -4.300000 3756.000001
Fasadgruppen Group 35 1.020000 3465.000000 -346.000000 -9.080000 3810.999990
Ovzon 52 -3.800000 2896.400000 -465.600000 -13.850000 3361.999992
TOTAL 46435.540000 -453.030000 -1.64397% 46888.564618

Updated:¶

'2023-01-17 16:21:41.689132'
None

Last optimization/rebalancing:¶

'2023-01-02'

Next optimization/rebalancing:¶

'2023-02-10'

In or Out of market? In if Signal > -10, else out of market!¶

AVAN-Live vs backtest and OMXSE30 2023¶

Walk forward test results - depending on starting day¶

Equity is shown as log of returns. Returns range by a factor of 10. Best is about 10000%, 100 times money, and worst 1000%, 10 times money in 20 years. Maximal duration for drawdown periods vary between 280-750 days. Worst drawdown across the tests is about 40 %. ¶

Walk forward test results - Distribution of maximal drawdowns¶

Used to understand the strategys historical drawdown properties and to set the rule for when to stop trading the system. The stop limit is set to mean of max drawdown minus 2 standard deviations.¶